CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9481 |
0.9540 |
0.0059 |
0.6% |
0.9651 |
| High |
0.9550 |
0.9630 |
0.0080 |
0.8% |
0.9684 |
| Low |
0.9423 |
0.9529 |
0.0106 |
1.1% |
0.9361 |
| Close |
0.9529 |
0.9568 |
0.0039 |
0.4% |
0.9393 |
| Range |
0.0127 |
0.0101 |
-0.0026 |
-20.5% |
0.0323 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
109,707 |
81,210 |
-28,497 |
-26.0% |
488,008 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9879 |
0.9824 |
0.9624 |
|
| R3 |
0.9778 |
0.9723 |
0.9596 |
|
| R2 |
0.9677 |
0.9677 |
0.9587 |
|
| R1 |
0.9622 |
0.9622 |
0.9577 |
0.9650 |
| PP |
0.9576 |
0.9576 |
0.9576 |
0.9589 |
| S1 |
0.9521 |
0.9521 |
0.9559 |
0.9549 |
| S2 |
0.9475 |
0.9475 |
0.9549 |
|
| S3 |
0.9374 |
0.9420 |
0.9540 |
|
| S4 |
0.9273 |
0.9319 |
0.9512 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0448 |
1.0244 |
0.9571 |
|
| R3 |
1.0125 |
0.9921 |
0.9482 |
|
| R2 |
0.9802 |
0.9802 |
0.9452 |
|
| R1 |
0.9598 |
0.9598 |
0.9423 |
0.9539 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9450 |
| S1 |
0.9275 |
0.9275 |
0.9363 |
0.9216 |
| S2 |
0.9156 |
0.9156 |
0.9334 |
|
| S3 |
0.8833 |
0.8952 |
0.9304 |
|
| S4 |
0.8510 |
0.8629 |
0.9215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9630 |
0.9360 |
0.0270 |
2.8% |
0.0118 |
1.2% |
77% |
True |
False |
104,342 |
| 10 |
0.9684 |
0.9360 |
0.0324 |
3.4% |
0.0120 |
1.3% |
64% |
False |
False |
95,991 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.2% |
0.0120 |
1.3% |
42% |
False |
False |
81,595 |
| 40 |
0.9880 |
0.9222 |
0.0658 |
6.9% |
0.0134 |
1.4% |
53% |
False |
False |
43,311 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0132 |
1.4% |
42% |
False |
False |
29,120 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0116 |
1.2% |
42% |
False |
False |
21,906 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0105 |
1.1% |
42% |
False |
False |
17,536 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0094 |
1.0% |
42% |
False |
False |
14,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0059 |
|
2.618 |
0.9894 |
|
1.618 |
0.9793 |
|
1.000 |
0.9731 |
|
0.618 |
0.9692 |
|
HIGH |
0.9630 |
|
0.618 |
0.9591 |
|
0.500 |
0.9580 |
|
0.382 |
0.9568 |
|
LOW |
0.9529 |
|
0.618 |
0.9467 |
|
1.000 |
0.9428 |
|
1.618 |
0.9366 |
|
2.618 |
0.9265 |
|
4.250 |
0.9100 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9580 |
0.9544 |
| PP |
0.9576 |
0.9519 |
| S1 |
0.9572 |
0.9495 |
|